Abstract : In this PhD thesis, we are concerned with some properties of a class of self-similar stochastic processes with stationary increments. These processes are represented by multiple Wiener-Itô integrals. In the first chapter, we study geometric properties of the sample path of this type of processes. Specifically, we obtain an almost sure wavelet expansion which, in turn, allows us to compute an upper bound for the uniform modulus of continuity, an upper bound for the asymptotic growth at infinity of the processes and the almost sure values of the pointwise and local Hölder exponents at any points. Moreover, we obtain lower and upper bounds for the Hausdorff dimensions of the graph and the image of multidimensional anisotropic versions of the class of processes previously considered. In the second and in the third chapters, we are interested in the stochastic calculus with respect to the Rosenblatt process. Using Hida distributions theory, we define a stochastic integral with respect to the Rosenblatt process. We obtain an Itô formula for some functional of the Rosenblatt process. We compute explicitly the variance of the stochastic integral with respect to the Rosenblatt process for a specific class of stochastic integrands. At last, we compare the considered integral with other definitions used in the literature and provide a careful analysis of the residual terms linking the different definitions of integrals